Over 2018 to 2025 (8 years of data), NEEUSUSD has tended to move long between 09.07 and 19.08, closing higher in 87.5% of those years for an average +7.34% move and an annualized Sharpe of 3.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 19.08 | Long | 87.5% | +7.34% | 3.58 | 8 |
| 08.07 → 19.08 | Long | 87.5% | +7.27% | 3.25 | 8 |
| 07.07 → 19.08 | Long | 87.5% | +7.23% | 2.94 | 8 |
| 09.07 → 20.08 | Long | 87.5% | +7.12% | 3.29 | 8 |
| 09.07 → 21.08 | Long | 87.5% | +7.12% | 3.37 | 8 |
| 08.07 → 21.08 | Long | 87.5% | +7.06% | 3.02 | 8 |
| 09.07 → 18.08 | Long | 87.5% | +7.06% | 3.72 | 8 |
| 08.07 → 20.08 | Long | 87.5% | +7.05% | 2.98 | 8 |